Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-06 0.287886 0.312409 0.338929 0.369893 0.405248 0.444595 0.492029
2025-07-13 0.260407 0.292877 0.329960 0.375933 0.432097 0.499425 0.587739
2025-07-20 0.240978 0.278384 0.322918 0.380802 0.455537 0.550997 0.686073
2025-07-27 0.223250 0.263264 0.312466 0.378879 0.468621 0.589629 0.772834
2025-08-03 0.210574 0.252744 0.306074 0.380517 0.485373 0.634155 0.874855
2025-08-10 0.195012 0.237048 0.291298 0.368918 0.481717 0.648195 0.932221
2025-08-17 0.181018 0.222285 0.276424 0.355469 0.473367 0.653307 0.974956
2025-08-24 0.173100 0.214966 0.270903 0.354458 0.482860 0.686689 1.072170
2025-08-31 0.169728 0.213451 0.273086 0.364526 0.510030 0.752142 1.243285
2025-09-07 0.163793 0.207977 0.269200 0.365007 0.521735 0.792705 1.375951
2025-09-14 0.157788 0.202027 0.264177 0.363198 0.529241 0.826548 1.503403
2025-09-21 0.152277 0.196461 0.259328 0.361173 0.535986 0.859713 1.638967
2025-09-28 0.144904 0.188030 0.249985 0.351648 0.529336 0.867262 1.718462
2025-10-05 0.141944 0.185845 0.249868 0.357065 0.549923 0.932951 1.974627
2025-10-12 0.138952 0.183439 0.249228 0.361489 0.569121 0.999388 2.265242
2025-10-19 0.134723 0.178979 0.245129 0.359671 0.576159 1.040307 2.498565
2025-10-26 0.131541 0.175937 0.243066 0.361170 0.589789 1.099107 2.827699
2025-11-02 0.125919 0.168961 0.234402 0.350422 0.577633 1.093503 2.914872
2025-11-09 0.120263 0.161745 0.225065 0.337950 0.560895 1.074171 2.940779
2025-11-16 0.117348 0.158640 0.222228 0.337010 0.568074 1.117266 3.258760
2025-11-23 0.116680 0.158963 0.224951 0.346346 0.598046 1.227235 3.984048
2025-11-30 0.114309 0.156523 0.222983 0.346792 0.608643 1.286356 4.519911
2025-12-07 0.111669 0.153560 0.220005 0.345115 0.614275 1.332461 5.038509